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Class: CollateralBalance

Represents common attributes to define a collateral balance recorded by the principal as held or posted.

URI: common_domain_model:CollateralBalance

 classDiagram
    class CollateralBalance
    click CollateralBalance href "../CollateralBalance/"
      CollateralBalance : amountBaseCurrency





        CollateralBalance --> "1" Money : amountBaseCurrency
        click Money href "../Money/"



      CollateralBalance : collateralBalanceStatus





        CollateralBalance --> "0..1" CollateralStatusEnum : collateralBalanceStatus
        click CollateralStatusEnum href "../CollateralStatusEnum/"



      CollateralBalance : haircutIndicator





        CollateralBalance --> "0..1" HaircutIndicatorEnum : haircutIndicator
        click HaircutIndicatorEnum href "../HaircutIndicatorEnum/"



      CollateralBalance : payerReceiver





        CollateralBalance --> "1" PartyReferencePayerReceiver : payerReceiver
        click PartyReferencePayerReceiver href "../PartyReferencePayerReceiver/"

Slots

Name Cardinality and Range Description Inheritance
collateralBalanceStatus 0..1
CollateralStatusEnum		 Defines the collateral balance breakdown of settlement status direct
haircutIndicator 0..1
HaircutIndicatorEnum		 Indicates if the collateral balance amount is based on pre or post haircut, i... direct
amountBaseCurrency 1
Money		 Specifies the collateral balance amount in base currency determined within a ... direct
payerReceiver 1
PartyReferencePayerReceiver		 Specifies each of the parties in the collateral balance and its perspective w... direct

Usages

used by used in type used
MarginCallBase independentAmountBalance range CollateralBalance
MarginCallExposure independentAmountBalance range CollateralBalance
CollateralPortfolio collateralBalance range CollateralBalance
MarginCallIssuance independentAmountBalance range CollateralBalance
MarginCallResponse independentAmountBalance range CollateralBalance

In Subsets

Identifier and Mapping Information

Schema Source

Mappings

Mapping Type Mapped Value
self common_domain_model:CollateralBalance
native common_domain_model:CollateralBalance
close fpml_5_10:CollateralBalance

LinkML Source

Direct

name: CollateralBalance
description: Represents common attributes to define a collateral balance recorded
  by the principal as held or posted.
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralBalance
slots:
- collateralBalanceStatus
- haircutIndicator
- amountBaseCurrency
- payerReceiver
slot_usage:
  payerReceiver:
    name: payerReceiver
    description: Specifies each of the parties in the collateral balance and its perspective
      with regards to the direction of the collateral balance, posted or received.
    range: PartyReferencePayerReceiver
    required: true

Induced

name: CollateralBalance
description: Represents common attributes to define a collateral balance recorded
  by the principal as held or posted.
in_subset:
- cdm_event_common
from_schema: https://w3id.org/lmodel/common-domain-model
close_mappings:
- fpml_5_10:CollateralBalance
slot_usage:
  payerReceiver:
    name: payerReceiver
    description: Specifies each of the parties in the collateral balance and its perspective
      with regards to the direction of the collateral balance, posted or received.
    range: PartyReferencePayerReceiver
    required: true
attributes:
  collateralBalanceStatus:
    name: collateralBalanceStatus
    description: Defines the collateral balance breakdown of settlement status.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralBalance.collateralBalanceStatus
    rank: 1000
    owner: CollateralBalance
    domain_of:
    - CollateralBalance
    range: CollateralStatusEnum
  haircutIndicator:
    name: haircutIndicator
    description: Indicates if the collateral balance amount is based on pre or post
      haircut, if a haircut is associated with the collateral asset
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralBalance.haircutIndicator
    rank: 1000
    owner: CollateralBalance
    domain_of:
    - CollateralBalance
    range: HaircutIndicatorEnum
  amountBaseCurrency:
    name: amountBaseCurrency
    description: Specifies the collateral balance amount in base currency determined
      within a collateral legal agreement, or defined for reporting purposes.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CollateralBalance.amountBaseCurrency
    rank: 1000
    owner: CollateralBalance
    domain_of:
    - CollateralBalance
    range: Money
    required: true
  payerReceiver:
    name: payerReceiver
    description: Specifies each of the parties in the collateral balance and its perspective
      with regards to the direction of the collateral balance, posted or received.
    from_schema: https://w3id.org/lmodel/common-domain-model
    close_mappings:
    - fpml_5_10:CalculateTransferInstruction.payerReceiver
    rank: 1000
    owner: CollateralBalance
    domain_of:
    - CalculateTransferInstruction
    - TransferBase
    - CollateralBalance
    - FeaturePayment
    - AssetFlow
    - PayoutBase
    - PrincipalPayment
    - PortfolioReturnTerms
    - PassThroughItem
    range: PartyReferencePayerReceiver
    required: true